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timsac (version 1.3.8)

Time Series Analysis and Control Package

Description

Functions for statistical analysis, prediction and control of time series based mainly on Akaike and Nakagawa (1988) .

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Version

Install

install.packages('timsac')

Monthly Downloads

827

Version

1.3.8

License

GPL (>= 2)

Maintainer

Masami Saga

Last Published

March 25th, 2023

Functions in timsac (1.3.8)

decomp

Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter
bsubst

Bayesian Type All Subset Analysis
baysea

Bayesian Seasonal Adjustment Procedure
canarm

Canonical Correlation Analysis of Scalar Time Series
canoca

Canonical Correlation Analysis of Vector Time Series
bispec

Bispectrum
blocar

Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case
blomar

Bayesian Method of Locally Stationary Multivariate AR Model Fitting
covgen

Covariance Generation
bispecData

Univariate Test Data
fpeaut

FPE Auto
fpec

AR model Fitting for Control
mfilter

Linear Filtering on a Multivariate Time Series
mulnos

Relative Power Contribution
mulfrf

Frequency Response Function (Multiple Channel)
mulcor

Multiple Correlation
mulmar

Multivariate Case of Minimum AIC Method of AR Model Fitting
locarData

Non-stationary Test Data
markov

Maximum Likelihood Computation of Markovian Model
mlocar

Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Case
nonst

Non-stationary Power Spectrum Analysis
exsar

Exact Maximum Likelihood Method of Scalar AR Model Fitting
nonstData

Non-stationary Test Data
mulspe

Multiple Spectrum
mulrsp

Multiple Rational Spectrum
fftcor

Auto And/Or Cross Correlations via FFT
prdctr

Prediction Program
perars

Periodic Autoregression for a Scalar Time Series
sglfre

Frequency Response Function (Single Channel)
raspec

Rational Spectrum
unimar

Univariate Case of Minimum AIC Method of AR Model Fitting
timsac-package

Time Series Analysis and Control Program Package
wnoise

White Noise Generator
mulbar

Multivariate Bayesian Method of AR Model Fitting
xsarma

Exact Maximum Likelihood Method of Scalar ARMA Model Fitting
optsim

Optimal Control Simulation
unibar

Univariate Bayesian Method of AR Model Fitting
optdes

Optimal Controller Design
mlomar

Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting
simcon

Optimal Controller Design and Simulation
thirmo

Third Order Moments
armafit

ARMA Model Fitting
Amerikamaru

Amerikamaru Data
Blsallfood

Blsallfood Data
autoarmafit

Automatic ARMA Model Fitting
LaborData

Labor force Data
Airpollution

Airpollution Data
Canadianlynx

Time series of Canadian lynx data
Powerplant

Power Plant Data
autcor

Autocorrelation
auspec

Power Spectrum